New Game +
Beat the game and then save. Load the save file to unlock the option to do New Game + with all the stuff collected.

Freely change alignment
In chapter 4 (when you gain access to the Red Light District) have a demon solo and grab Shizu's hair. Next go to Fukagawa-Cho, use a "skill" order demon to transform into Shizu and enter the bathhouse. You may (increases with Raidou's luck and new game plus) be presented with an alignment question. Pick "Of course" to shift your alignment closer to Chaos or "Actually, no." to shift your alignment closer to Law. You may repeat this as desired to change your alignment to the desired result.